Journal of Statistical Computation and Simulation, ( ISI ), Volume (85), No (1), Year (2015-1) , Pages (147-165)

Title : ( Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors )

Authors: Fikri Akdeniz , Esra Akdeniz Duran , Mahdi Roozbeh , Mohammad Arashi ,
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Abstract

In this paper, a generalized difference-based estimator is introduced for the vector parameter β in the semiparametric regression model when the errors are correlated. A generalized difference-based Liu estimator is defined for the vector parameter β in the semiparametric regression model. Under the linear nonstochastic constraint Rβ=r, the generalized restricted difference-based Liu estimator is given. The risk function for the βˆGRD(η) associated with weighted balanced loss function is presented. The performance of the proposed estimators is evaluated by a simulated data set.

Keywords

, balanced loss function, difference-based estimator, generalized Liu estimator, generalized difference-based restricted Liu estimator, semiparametric regression model